{"id":5058,"date":"2025-04-01T05:33:15","date_gmt":"2025-04-01T05:33:15","guid":{"rendered":"https:\/\/indem.uc3m.es\/?post_type=members&#038;p=5058"},"modified":"2025-04-01T05:37:37","modified_gmt":"2025-04-01T05:37:37","slug":"margarita-sanmartin","status":"publish","type":"members","link":"https:\/\/indem.uc3m.es\/es\/members\/margarita-sanmartin\/","title":{"rendered":"Margarita Sanmart\u00edn"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"5058\" class=\"elementor elementor-5058\" data-elementor-post-type=\"members\">\n\t\t\t\t<div data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-element elementor-element-6b1e83a4 e-flex e-con-boxed e-con e-parent\" data-id=\"6b1e83a4\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;jet_parallax_layout_list&quot;:[]}\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" 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104.947-82.653V400H48z\"><\/path><\/svg>\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-icon-list-text\">Email: margarita.samartin@uc3m.es<\/span>\n\t\t\t\t\t\t\t\t\t\t\t<\/a>\n\t\t\t\t\t\t\t\t\t<\/li>\n\t\t\t\t\t\t\t\t<li class=\"elementor-icon-list-item\">\n\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-icon-list-icon\">\n\t\t\t\t\t\t\t<svg aria-hidden=\"true\" class=\"e-font-icon-svg e-fas-map-marker-alt\" viewBox=\"0 0 384 512\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\"><path d=\"M172.268 501.67C26.97 291.031 0 269.413 0 192 0 85.961 85.961 0 192 0s192 85.961 192 192c0 77.413-26.97 99.031-172.268 309.67-9.535 13.774-29.93 13.773-39.464 0zM192 272c44.183 0 80-35.817 80-80s-35.817-80-80-80-80 35.817-80 80 35.817 80 80 80z\"><\/path><\/svg>\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-icon-list-text\">Direcci\u00f3n \/ oficina: C\/ Madrid, 126 - 28903 Getafe (Madrid) Spain \/ 6.0.16<\/span>\n\t\t\t\t\t\t\t\t\t<\/li>\n\t\t\t\t\t\t\t\t<li 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48H172.4L272.9 180.9 389.2 48zM364.4 421.8h39.1L151.1 88h-42L364.4 421.8z\"><\/path><\/svg>\t\t\t\t<\/a>\n\t\t\t<\/div>\n\t\t\t\n\t\t\t\t\t\t<div class=\"elementor-icon-box-content\">\n\n\t\t\t\t\t\t\t\t\t<h3 class=\"elementor-icon-box-title\">\n\t\t\t\t\t\t<a href=\"https:\/\/x.com\/uc3m_business?lang=es\" >\n\t\t\t\t\t\t\tBUSINESS UC3M\t\t\t\t\t\t<\/a>\n\t\t\t\t\t<\/h3>\n\t\t\t\t\n\t\t\t\t\t\t\t\t\t<p class=\"elementor-icon-box-description\">\n\t\t\t\t\t\t@UC3M_BUSINESS\t\t\t\t\t<\/p>\n\t\t\t\t\n\t\t\t<\/div>\n\t\t\t\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-element elementor-element-1d070d59 e-con-full e-flex e-con e-child\" data-id=\"1d070d59\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;jet_parallax_layout_list&quot;:[]}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-13ee0360 elementor-widget elementor-widget-heading\" data-id=\"13ee0360\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t\t<h1 class=\"elementor-heading-title elementor-size-default\">Margarita Sanmart\u00edn<\/h1>\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-d311724 elementor-widget__width-initial elementor-widget elementor-widget-heading\" data-id=\"d311724\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Publicaciones seleccionadas<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-281ab50b elementor-widget-divider--view-line elementor-widget elementor-widget-divider\" data-id=\"281ab50b\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"divider.default\">\n\t\t\t\t\t\t\t<div class=\"elementor-divider\">\n\t\t\t<span class=\"elementor-divider-separator\">\n\t\t\t\t\t\t<\/span>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-577e7c10 elementor-widget elementor-widget-text-editor\" data-id=\"577e7c10\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t\t\t\t\t\t<p>Van Bommel, J., Hasman, A. &amp; Samart\u00edn, M.:\u00a0\u00ab<a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0165188914001201\">Financial Intermediation in an Overlapping Generations Model with Transaction Costs<\/a>\u00ab,\u00a0Journal of Economic Dynamics and Control\u00a0vol. 45, August 2014, 111-125.<\/p><p>Van Bommel, J., Hasman, A. &amp; Samart\u00edn, M.:\u00a0\u00ab<a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0378426613001349\">Financial Contagion and Depositor Monitoring<\/a>\u00ab,\u00a0Journal of Banking and Finance\u00a0vol. 37 (8), Agosto 2007, 3076-3084<\/p><p>L\u00f3pez, A.L., Hasman, A. &amp; Samart\u00edn, M.: \u00ab<a href=\"https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S0378426611001075\">Government, taxes and banking crises<\/a>\u00ab,\u00a0Journal of Banking and Finance\u00a0vol. 35 (10), Octubre 2011, 2761-2770<\/p><p>Hasman, A. &amp; Samart\u00edn, M.:\u00a0\u00ab<a href=\"https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S0378426608000137\">Information Acquisition and Financial Contagion<\/a>\u00ab,\u00a0\u00a0Journal of Banking and Finance\u00a0vol. 32 (10), Octubre 2008, 2136-2147<\/p><p>Samart\u00edn, M. \u00ab<a href=\"https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S0378426602002431\">Should bank runs be prevented?<\/a>\u00ab,\u00a0Journal of Banking and Finance\u00a0vol. 27 (5), May 2003, 977-1000.<\/p><p>Samart\u00edn, M.: \u00ab<a href=\"https:\/\/academic.oup.com\/rof\/article-abstract\/6\/2\/223\/1599965\">Suspension of convertibility versus deposit insurance: a welfare comparison<\/a>\u00ab,\u00a0Review of Finance (former European Finance Review)\u00a0vol. 6 (2), 2002, 223-244<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-66627603 uael-faq-box-layout-yes align-at-left elementor-widget elementor-widget-uael-faq\" data-id=\"66627603\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"uael-faq.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\n\t\t\t<div id='uael-faq-wrapper-171' class=\"uael-faq-wrapper\">\n\t\t\t\t<div class=\"uael-faq-container uael-faq-layout-accordion\" data-layout=\"accordion\" >\n\t\t\t\t\t\t\t\t\t\t\t\t<div id=\"uael-accordion-9984785\" class=\"uael-faq-accordion\" role=\"tablist\">\n\t\t\t\t\t\t\t\t<div class= \"uael-accordion-title\" aria-expanded=\"false\" role=\"tab\">\n\t\t\t\t\t\t\t\t\t<span class=\"uael-accordion-icon uael-accordion-icon-left\">\n\t\t\t\t\t\t\t\t\t\t<span class=\"uael-accordion-icon-closed\"><svg class=\"e-font-icon-svg e-fas-angle-right\" viewBox=\"0 0 256 512\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\"><path d=\"M224.3 273l-136 136c-9.4 9.4-24.6 9.4-33.9 0l-22.6-22.6c-9.4-9.4-9.4-24.6 0-33.9l96.4-96.4-96.4-96.4c-9.4-9.4-9.4-24.6 0-33.9L54.3 103c9.4-9.4 24.6-9.4 33.9 0l136 136c9.5 9.4 9.5 24.6.1 34z\"><\/path><\/svg><\/span>\n\t\t\t\t\t\t\t\t\t\t<span class=\"uael-accordion-icon-opened\"><svg class=\"e-font-icon-svg e-fas-angle-up\" viewBox=\"0 0 320 512\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\"><path d=\"M177 159.7l136 136c9.4 9.4 9.4 24.6 0 33.9l-22.6 22.6c-9.4 9.4-24.6 9.4-33.9 0L160 255.9l-96.4 96.4c-9.4 9.4-24.6 9.4-33.9 0L7 329.7c-9.4-9.4-9.4-24.6 0-33.9l136-136c9.4-9.5 24.6-9.5 34-.1z\"><\/path><\/svg><\/span>\n\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t<span class=\"uael-question-9984785 uael-question-span\" tabindex=\"0\" id=\"uael-faq-1-69e84532bc04d\">Bio<\/span>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<div class=\"uael-accordion-content\" role=\"tabpanel\">\n\t\t\t\t\t\t\t\t\t<span>\n\t\t\t\t\t\t\t\t\t<span><p>Margarita Samart\u00edn es Profesora Titular de Econom\u00eda Financiera en el Departamento de Econom\u00eda de la Empresa de la Universidad Carlos III de Madrid. Posee un Doctorado Europeo en Econom\u00eda Cuantitativa por el CORE (Universidad Cat\u00f3lica de Lovaina, B\u00e9lgica), la London School of Economics (Inglaterra), DELTA (Francia) y la Universidad de Bonn (Alemania). Posee tambien un Master en Ciencias Econ\u00f3micas por la Universidad Cat\u00f3lica de Lovaina (B\u00e9gica) y una licenciatura en Ciencias Econ\u00f3micas y Empresariales por la Universidad de Cantabria. Imparte las asignaturas de Econom\u00eda Financiera y Banca a nivel de grado y postgrado.<br \/><br \/>Margarita ha centrado su investigaci\u00f3n en el campo de la econom\u00eda bancaria, y en particular ha estudiado el papel de los bancos en la econom\u00eda, las crisis financieras y la regulaci\u00f3n bancaria. Sus trabajos han aparecido publicados en revistas internacionales como Review of Finance, Journal of Banking and Finance, Geneva Papers on Risk and Insurance Theory, Journal of Financial Stability and Financial Markets, Institutions and Instruments.<br \/><br \/>Actualmente, Margarita es directora del M\u00e1ster en Ciencias Actuariales y Financieras, de la Universidad Carlos III de Madrid. Es tambi\u00e9n subdirectora del Curso de especializaci\u00f3n en Econom\u00eda de las Telecomunicaciones, dentro del Master en Econom\u00eda Industrial de la Universidad Carlos III de Madrid.<\/p><\/span>\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t<div id=\"uael-accordion-a14a01d\" class=\"uael-faq-accordion\" role=\"tablist\">\n\t\t\t\t\t\t\t\t<div class= \"uael-accordion-title\" aria-expanded=\"false\" role=\"tab\">\n\t\t\t\t\t\t\t\t\t<span class=\"uael-accordion-icon uael-accordion-icon-left\">\n\t\t\t\t\t\t\t\t\t\t<span class=\"uael-accordion-icon-closed\"><svg class=\"e-font-icon-svg e-fas-angle-right\" viewBox=\"0 0 256 512\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\"><path d=\"M224.3 273l-136 136c-9.4 9.4-24.6 9.4-33.9 0l-22.6-22.6c-9.4-9.4-9.4-24.6 0-33.9l96.4-96.4-96.4-96.4c-9.4-9.4-9.4-24.6 0-33.9L54.3 103c9.4-9.4 24.6-9.4 33.9 0l136 136c9.5 9.4 9.5 24.6.1 34z\"><\/path><\/svg><\/span>\n\t\t\t\t\t\t\t\t\t\t<span class=\"uael-accordion-icon-opened\"><svg class=\"e-font-icon-svg e-fas-angle-up\" viewBox=\"0 0 320 512\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\"><path d=\"M177 159.7l136 136c9.4 9.4 9.4 24.6 0 33.9l-22.6 22.6c-9.4 9.4-24.6 9.4-33.9 0L160 255.9l-96.4 96.4c-9.4 9.4-24.6 9.4-33.9 0L7 329.7c-9.4-9.4-9.4-24.6 0-33.9l136-136c9.4-9.5 24.6-9.5 34-.1z\"><\/path><\/svg><\/span>\n\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t<span class=\"uael-question-a14a01d uael-question-span\" tabindex=\"0\" id=\"uael-faq-2-69e84532bc0eb\">Publicaciones<\/span>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<div class=\"uael-accordion-content\" role=\"tabpanel\">\n\t\t\t\t\t\t\t\t\t<span>\n\t\t\t\t\t\t\t\t\t<span><p>Hasman, A. &amp; Samart\u00edn, M.: \"Capital and liquidity in a Dynamic Model of Banking\",\u00a0Economic Modelling\u00a0vol. 64, Agosto 2017, 172\u2013177<\/p><p>Samart\u00edn, M., Cabrera, M. &amp; Dwyer, G.: \"Government finances and bank bailouts: Evidence from European Stock markets\",\u00a0\u00a0Journal of Empirical Finance\u00a0vol. 39, Diciembre 2016, 169-179<\/p><p>Garc\u00eda-Palacios, J.H., Hasman, A. &amp; Samart\u00edn, M. \"Banking crises and government intervention\",\u00a0\u00a0Journal of Financial Stability\u00a0vol. 15, Diciembre 2014, 32-42<\/p><p>Van Bommel, J., Hasman, A. &amp; Samart\u00edn, M.:\u00a0\"Financial Intermediation in an Overlapping Generations Model with Transaction Costs\",\u00a0Journal of Economic Dynamics and Control\u00a0vol. 45, Agosto 2014, 111-125<\/p><p>Van Bommel, J., Hasman, A. &amp; Samart\u00edn, M.:\u00a0\"Financial Contagion and Depositor Monitoring\",\u00a0Journal of Banking and Finance\u00a0vol. 37 (8), Agosto 2007, 3076-3084<\/p><p>L\u00f3pez, A.L., Hasman, A. &amp; Samart\u00edn, M.: \"Government, taxes and banking crises\",\u00a0Journal of Banking and Finance\u00a0vol. 35 (10), Octubre 2011, 2761-2770<\/p><p>Samart\u00edn, M. &amp; Dywer, G. \"Why do banks promise to pay par on demand?\",\u00a0Journal of Financial Stability, vol. 5 (2), Junio 2009, 147-169<\/p><p>Hasman, A. &amp; Samart\u00edn, M.:\u00a0\"Information Acquisition and Financial Contagion\",\u00a0\u00a0Journal of Banking and Finance\u00a0vol. 32 (10), Octubre 2008, 2136-2147<\/p><p>Samart\u00edn, M, Cardone, C. &amp; Bustamante, R. \"Was the Argentine corralito an efficient measure?: a note\",\u00a0International Review of Economics and Finance\u00a0vol. 16 (3), Diciembre 2007, 444-453<\/p><p>Samart\u00edn, M. \"Comment on: Bank Runs, Welfare and Policy Implications\",\u00a0Journal of Financial Stability, vol. 1 (3), Abril 2005, 426-432<\/p><p>Samart\u00edn, M. \"Should bank runs be prevented?\",\u00a0Journal of Banking and Finance\u00a0vol. 27 (5), Mayo 2003, 977-1000<\/p><p>Samart\u00edn, M., \u00c1lvarez, M.J., Cardone, C., Lado, N.: \"Financial Service Firms\u2019 Entry-Mode Choice and Cultural Diversity: Spanish Companies in Latin America\",\u00a0International Journal of Bank Marketing\u00a0vol. 21 (3), Junio 2003, 109-121<\/p><p>Samart\u00edn, M.: \"On the optimality of bank runs: a comment on Allen and Gale\",\u00a0Geneva Papers on Risk and Insurance Theory\u00a0vol.28 (1), Junio 2003, 33-57<\/p><p>Samart\u00edn, M.: \"Suspension of convertibility versus deposit insurance: a welfare comparison\",\u00a0Review of Finance (former European Finance Review)\u00a0vol. 6 (2), 2002, 223-244<\/p><p>Samart\u00edn, M. \"Banks Increase Welfare\",\u00a0Financial Markets,\u00a0Institutions and Instruments\u00a0vol. 10 (5), Abril 2002, 203-233<\/p><p style=\"font-weight: 500;\">Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \"<a href=\"https:\/\/authors.elsevier.com\/a\/1fCUV14YGgloId\">Cannibalization, depredation, and market remuneration of power plants<\/a>\",\u00a0<b>Energy Policy<\/b>, 2022<\/p><p style=\"font-weight: 500;\">Pe\u00f1a, J.I\u00a0 and Rodr\u00edguez, R. \"\u00a0<a href=\"https:\/\/indem.uc3m.es\/es\/members\/profesor\/perfil\/10.5547\/01956574.43.2.jpen\">Market Makers and Liquidity Premium in Electricity Futures Markets\u00a0<\/a>(2022).\u00a0<b>The energy Journal<\/b>, 43 (2)\u00a0<\/p><p style=\"font-weight: 500;\">Pe\u00f1a, J.I &amp; Mayoral, S. and Rodr\u00edguez, R. \"<a href=\"https:\/\/doi.org\/10.1016\/j.eneco.2020.104886\">Tail Risk of Electricity Futures<\/a>\" ,\u00a0<b>Energy Economics<\/b>, 2020\u00a0\u00a0<\/p><p style=\"font-weight: 500;\">Pe\u00f1a, J.I\u00a0 and Rodr\u00edguez, R. \"<a href=\"https:\/\/doi.org\/10.1016\/j.energy.2019.06.138\">Are EU\u2019s Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices<\/a>\"\u00a0\u00a0<b>Energy<\/b>, 183, pages 477-486\u00a0 , 2019,\u00a0\u00a0<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R. and Pe\u00f1a, J.I.: \"Default supply auctions in electricity markets: Challenges and proposals\",\u00a0<b><i>Energy Policy\u00a0<\/i><\/b>vol. 122, Noviembre 2018, 142-151<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R., Moreno J.D. &amp; Zambrana, R.: \"Management Sub-Advising in the Mutual Fund Industry\",\u00a0<b><i>Journal of Financial\u00a0<\/i><\/b><b><i>Economics<\/i><\/b><i>,\u00a0<\/i>vol. 127 (3), Marzo 2018, 567-587<\/p><p style=\"font-weight: 500;\">Pe\u00f1a, J.I and Blanco Ivan and Rodr\u00edguez, R. \"Modelling Electricity Swaps with Stochastic Forward Premium Models\u00a0 \" ( 2018),\u00a0<b><i>The Energy Journal<\/i><\/b>, vol. 39 (2)\u00a0<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R. &amp; Pe\u00f1a, I.: \"Time-Zero Efficiency of European Power Derivatives Markets\u201d,\u00a0<b><i>Energy Policy\u00a0<\/i><\/b>vol. 95,\u00a0 August 2016, 253-268\u00a0<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R. &amp; Rubio, G.:\u00a0\u201cTeaching Quality and Academic Research\u201d,<b><i>\u00a0International Review of Economics Education<\/i><\/b>\u00a0vol. 23, Septiembre 2016, 10-27\u00a0<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R,\u00a0Moreno, J.D. &amp; Malag\u00f3n, J.: \u201cThe Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?\u201d,<b><i>\u00a0Journal of Banking and Finance\u00a0<\/i><\/b>vol.\u00a060, Noviembre 2015, 224-238<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R. &amp; Nieto, B.: \u201cCorporate stock and bond return correlations and dynamic adjustments of capital structure \u201d,\u00a0<b><i>Journal of Business Finance and Accounting<\/i><\/b>\u00a0vol. 42 (5-6),<a href=\"http:\/\/onlinelibrary.wiley.com\/doi\/10.1111\/jbfa.2015.42.issue-5-6\/issuetoc\">\u00a0<\/a>Junio-Julio 2015,\u00a0705\u2013746<em><br \/><\/em><\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R.,\u00a0Moreno, J.D. &amp; Matall\u00edn-S\u00e1ez, J.C.: \u201cWhy is timing perverse?\u201d,\u00a0<b><i>The European Journal of Finance,\u00a0<\/i><\/b>vol. 21, 2015,\u00a01334-1356<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R.,\u00a0Moreno, J.D. &amp; Malag\u00f3n, J.:\u00a0\u201cTime horizon trading and the idiosyncratic risk puzzle\u201d,\u00a0<b><i>Quantitative Finance<\/i><\/b>, vol. 15 (2), 2015, 327-343<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R.,\u00a0Moreno, J.D. &amp; C\u00e1ceres, E.: \u201cA study on short-selling constraints: total ban versus partial ban\u201d,<b><i>\u00a0Applied Economics Letters<\/i><\/b>\u00a0vol. 22 (2), 2015, 99-103<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R.,\u00a0Moreno, J.D. &amp; Wang, C.:\u201cAccurately Measuring Gold Mutual Fund Performance\u201d,\u00a0<b><i>Applied Economics Letters,<\/i><\/b>\u00a0vol. 21 (4), 2014, 268-271<\/p><p><span style=\"font-weight: 500;\">Rodr\u00edguez, R.&amp; Moreno, J.D.: \"Optimal Diversification across Mutual Funds\",\u00a0<\/span><b><i>Applied Financial Economics\u00a0<\/i><\/b><span style=\"font-weight: 500;\">vol. 23 (2), 2013, 199-203<\/span><\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R. &amp;\u00a0Moreno, J.D.:\u00a0\"The value of coskewness in mutual fund performance evaluation\",\u00a0<b><i>Journal of Banking &amp; Finan<\/i><\/b><b><i>ce<\/i><\/b>\u00a0vol. 33, 2009, 1664\u20131676<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R. &amp; Pe\u00f1a, I.:\u00a0\"On the economic link between asset prices and real activity\u201d,\u00a0<b><i>Journal of Business Finance and Accounting\u00a0<\/i><\/b>vol. 34 (5-6), Junio-Julio 2007, 889-916<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R. &amp; Nieto, B.: \"The consumption-wealth and Book-to Market ratios<br \/>in a Dynamic asset-pricing context\",\u00a0<b><i>Spanish<br \/>Economic Review<\/i><\/b>\u00a0 vol. 9, 2006<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R. &amp;\u00a0Moreno, J.D.:\u00a0\"Performance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework\",\u00a0<b><i>Managerial Finance\u00a0<\/i><\/b>vol. 32 (4), 2006, 375-392<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R. &amp; Restoy, F.: \"Can Fundamentals<br \/>Explain Cross-Country Correlations of Asset Returns? \u201d,\u00a0<b><i>Review of World Economics<\/i><\/b>, vol. 142 (3), 2006<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R. &amp; Nieto, B.:\u00a0\"Los<br \/>Modelos de Valoraci\u00f3n de Activos Condicionales: un Panorama Comparativo<br \/>Ilustrado con Datos Espa\u00f1oles\" (2005)\u00a0\u00a0<b><i>Investigaciones Econ\u00f3micas<\/i><\/b>, vol. 29 (1), 2004<\/p><p style=\"font-weight: 500;\">Rodr\u00edguez, R., Restoy, F. &amp; Oe\u00f1a, I.: \"Can Output Explain the<br \/>Predictability and Volatility of Stock Returns?\",\u00a0<b><i>Journal of International Money and Finance\u00a0<\/i><\/b>vol. 21 (2),\u00a0Abril 2002,\u00a0163-182<\/p><\/span>\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-element elementor-element-5ca9de89 elementor-hidden-desktop elementor-hidden-tablet e-flex e-con-boxed e-con e-parent\" data-id=\"5ca9de89\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;jet_parallax_layout_list&quot;:[]}\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-5326eee8 elementor-list-item-link-full_width elementor-widget elementor-widget-icon-list\" data-id=\"5326eee8\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"icon-list.default\">\n\t\t\t\t\t\t\t<ul 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